Topics in the constructive theory of countable Markov chains:
Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used, for example, in performance modelling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to prov...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
1995
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| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 Volltext |
| Zusammenfassung: | Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used, for example, in performance modelling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent, or transient. These methods can also be extended to the study of questions of stability. Of particular concern are reflected random walks and reflected Brownian motion. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations |
| Beschreibung: | 1 online resource (169 pages) |
| ISBN: | 9780511984020 |
| DOI: | 10.1017/CBO9780511984020 |
Internformat
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| author | Fayolle, G. 1943- |
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| dewey-full | 519.2/33 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/33 |
| dewey-search | 519.2/33 |
| dewey-sort | 3519.2 233 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1017/CBO9780511984020 |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:20Z |
| institution | BVB |
| isbn | 9780511984020 |
| language | English |
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| physical | 1 online resource (169 pages) |
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| spelling | Fayolle, G. 1943- Verfasser aut Topics in the constructive theory of countable Markov chains G. Fayolle, V.A. Malyshev, M.V. Menshikov Cambridge Cambridge University Press 1995 1 online resource (169 pages) txt rdacontent c rdamedia cr rdacarrier Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used, for example, in performance modelling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent, or transient. These methods can also be extended to the study of questions of stability. Of particular concern are reflected random walks and reflected Brownian motion. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations Markov processes Ljapunov-Funktion (DE-588)4274502-0 gnd rswk-swf Markov-Kette (DE-588)4037612-6 gnd rswk-swf Endliche Markov-Kette (DE-588)4152154-7 gnd rswk-swf Markov-Kette (DE-588)4037612-6 s Ljapunov-Funktion (DE-588)4274502-0 s 1\p DE-604 Endliche Markov-Kette (DE-588)4152154-7 s 2\p DE-604 Malyshev, V. A. Sonstige oth Menʹshikov, M. V. Sonstige oth Erscheint auch als Druckausgabe 978-0-521-46197-9 https://doi.org/10.1017/CBO9780511984020 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Fayolle, G. 1943- Topics in the constructive theory of countable Markov chains Markov processes Ljapunov-Funktion (DE-588)4274502-0 gnd Markov-Kette (DE-588)4037612-6 gnd Endliche Markov-Kette (DE-588)4152154-7 gnd |
| subject_GND | (DE-588)4274502-0 (DE-588)4037612-6 (DE-588)4152154-7 |
| title | Topics in the constructive theory of countable Markov chains |
| title_auth | Topics in the constructive theory of countable Markov chains |
| title_exact_search | Topics in the constructive theory of countable Markov chains |
| title_full | Topics in the constructive theory of countable Markov chains G. Fayolle, V.A. Malyshev, M.V. Menshikov |
| title_fullStr | Topics in the constructive theory of countable Markov chains G. Fayolle, V.A. Malyshev, M.V. Menshikov |
| title_full_unstemmed | Topics in the constructive theory of countable Markov chains G. Fayolle, V.A. Malyshev, M.V. Menshikov |
| title_short | Topics in the constructive theory of countable Markov chains |
| title_sort | topics in the constructive theory of countable markov chains |
| topic | Markov processes Ljapunov-Funktion (DE-588)4274502-0 gnd Markov-Kette (DE-588)4037612-6 gnd Endliche Markov-Kette (DE-588)4152154-7 gnd |
| topic_facet | Markov processes Ljapunov-Funktion Markov-Kette Endliche Markov-Kette |
| url | https://doi.org/10.1017/CBO9780511984020 |
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